I live in Scotland and I get the message
"Video unavailable. This video contains content from LDS, who has blocked it in your country on copyright grounds."
That means all the people who would be most likely to know can't see the video. I managed to find another site by Googling "Limmy's Show - What's heavier?" I couldn't find @spiffles example from their comment.
I'm certain he's saying "A'm joking" which is Scots for "I'm joking". When he realizes he's making a fool of himself, he tries to pretend to himself that he is just taking the pish (as we say here) - that is, making a joke at other people's expense. But he does not convince himself and admits to himself that he doesn't really understand and he wasn't making a joke.